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Who overreacts to overnight news? : empirical evidence from the Korean stock market
Kwon, Enjung; Eom, Young Ho; Jang, Woon Wook; Hahn, Jaehoon - In: Asia-Pacific journal of financial studies 44 (2015) 2, pp. 298-321
Persistent link: https://www.econbiz.de/10011458986
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Investor reaction to extreme price shocks in stock markets : a cross country examination
Lalwani, Vaibhav; Sharma, Udayan; Chakraborty, Madhumita - In: IIMB management review 31 (2019) 3, pp. 258-267
Persistent link: https://www.econbiz.de/10012131773
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How does the stock market absorb shocks?
Frank, Murray Z.; Sanati, Ali - In: Journal of financial economics 129 (2018) 1, pp. 136-153
Persistent link: https://www.econbiz.de/10011982171
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Essays in financial economics
Sohn, Sung Bin - 2012
Persistent link: https://www.econbiz.de/10011819264
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Trading duration, mutual funds behavior and stock market shock : based on ACD model to mine mutual funds investment behavior
Zongxin, Zhang; Zhang, Xiao - In: China finance review international 1 (2011) 3, pp. 220-240
Persistent link: https://www.econbiz.de/10009657780
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Mispricing of US shocks in the Korean stock market
Park, Chul W.; Yi, Andrew Chunwon - In: Asia-Pacific journal of financial studies 40 (2011) 3, pp. 347-376
Persistent link: https://www.econbiz.de/10009388579
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Investor herds and regime-switching : evidence from Gulf Arab stock markets
Balcilar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Journal of international financial markets, … 23 (2013), pp. 295-321
Persistent link: https://www.econbiz.de/10009707497
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Investor attention shocks and stock co-movement : substitution or reinforcement?
Hu, Yitong; Li, Xiao; Goodell, John W.; Shen, Dehua - In: International review of financial analysis 73 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012803443
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Investor attention and stock returns under negative shocks : an empirical analysis based on "dragon and tiger" list in China
Zhai, Xiao-ying; Hou, Ying-ying; Li, Yuanshun - In: Journal of business economics and management 21 (2020) 3, pp. 914-941
Using the "Dragon and Tiger" list, we construct a clean indicator that directly measures investor attention, empirically test the effect of investor attention on stock return under negative shocks and whether the effect is affected by the bull or bear market, the industry, firm size, age and...
Persistent link: https://www.econbiz.de/10012270507
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Investor sentiment with information shock in the stock market
Yang, Chunpeng; Wu, Huihui - In: Emerging markets, finance and trade : EMFT 57 (2021) 2, pp. 510-524
Persistent link: https://www.econbiz.de/10012423808